Best-possible bounds on the set of copulas with a given value of Gini's gamma
In this note, pointwise best-possible (lower and upper) bounds on the set of copulas with a given value of the Gini’s gamma coefficient are established. It is shown that, unlike the best-possible bounds on the set of copulas with a given value of other known measures such as Kendall’s tau, Spearma...
| Prif Awdur: | |
|---|---|
| Fformat: | info:eu-repo/semantics/article |
| Iaith: | English |
| Cyhoeddwyd: |
2023
|
| Pynciau: | |
| Mynediad Ar-lein: | http://hdl.handle.net/10835/14925 |